Optimization MT 2.0
OPMT is intended for the optimization of functions. It has many features, including a wide selection of descent algorithms, step-length methods, and "on-the-fly" algorithm switching. Default selections permit you to use Optimization with a minimum of programming effort. All you provide is the function to be optimized and start values, and OPMT does the rest.
Version 2.0 is easier to use than ever!
- New syntax options eliminate the need for PV and DS structures:
- Decreasing the required code up to 25%.
- Decreasing runtime up to 20%.
- Simplifying usage.
- Optional dynamic arguments make it simple and transparent to add extra data arguments beyond model parameters to your objective function.
- Updated documentation and examples.
- Fully backwards compatible with OPTMT 1.0
Platform: Windows, Mac, and Linux.
Requirements: GAUSS/GAUSS Engine/GAUSS Light v16 or higher.